Senior Quantitative Backtesting Analyst

Support the team on the accommodation of remediated data and automated tool data on LGD back testing processes. Main Tasks: • Reconciliation of remediated and current recoveries data  • Reconciliation of remediated recoveries data and LGD backtesting databases • Follow the implementation of the recoveries automated tool  Technical skills: • Statistics / mathematics / algorithms    • Credit risk knowledge • Previous experience in modelling, backtesting processes   • Programming language: SAS and Python      • Proficiency in Microsoft Excel, Power Point and Word  Language Skills     • Good writing and communication skills (English)  - Fluent Soft skills: • Ability to deliver/Results Driven • Critical Thinking  Location : Hybrid working model in Lisbon.